The physics and applications of a broad class of artificial electromagnetic materials composed of lattices of aligned metal rods embedded in a dielectric matrix are reviewed. Such structures are here termed wire metamaterials. They appear in various settings and can operate from microwaves to THz and optical frequencies. An important group of these metamaterials is a wire medium possessing extreme optical anisotropy. The study of wire metamaterials has a long history, however, most of their important and useful properties have been revealed and understood only recently, especially in the THz and optical frequency ranges where the wire media correspond to the lattices of microwires and nanowires, respectively. Another group of wire metamaterials are arrays and lattices of nanorods of noble metals whose unusual properties are driven by plasmonic resonances.